+64,642.4%
COHR vs GPC
+2,291.6%
+62,350.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | -6.7% | +1.3% | -8.0% | -7.5% |
| 3M | -14.7% | +37.1% | -51.8% | -28.0% |
| 6M | +20.3% | +23.2% | -2.9% | +6.3% |
| YTD | +64.4% | +13.1% | +51.3% | +48.7% |
| 1Y | +205.9% | +0.9% | +205.0% | +190.7% |
| 3Y | +814.1% | -0.8% | +814.9% | +742.7% |
| 5Y | +387.4% | +31.1% | +356.2% | +290.6% |
| 10Y | +1,308.9% | +87.4% | +1,221.5% | +810.4% |
| All | +64,642.4% | +2,291.6% | +62,350.8% | +24,503.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling